+4,459.6%
XOM vs TT
+15,302.6%
-10,843.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.5% | +3.5% | -5.0% | -2.5% |
| 30D | -3.2% | -11.0% | +7.9% | -0.4% |
| 3M | +5.0% | -12.0% | +17.0% | +8.1% |
| 6M | +12.9% | -10.4% | +23.3% | +14.9% |
| YTD | +41.3% | +9.9% | +31.4% | +35.2% |
| 1Y | +43.2% | +1.5% | +41.7% | +39.9% |
| 3Y | +77.3% | +93.7% | -16.4% | +41.7% |
| 5Y | +204.8% | +139.2% | +65.6% | +123.8% |
| 10Y | +197.1% | +741.5% | -544.4% | +53.1% |
| All | +4,459.6% | +15,302.6% | -10,843.0% | +1,128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling